Estimation and decomposition of food price inflation risk

DOI10.1007/s10260-021-00574-6OpenAlexW3170304033MaRDI QIDQ2152190

Hong Anh Luu, Leopoldo Catania

Publication date: 7 July 2022

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10260-021-00574-6

zbMATH Keywords

MGARCHtime-varying riskcomponent risk contributionfood inflation

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• R
• PerformanceAnalytics
• Rugarch
• rmgarch
• RiskMetrics

Cites Work

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